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Effects of funding portfolios on the credit supply of Canadian banks

Damar, H. Evren; Meh, Césaire Assah; Terajima, Yaz - 2015

This paper studies how banks simultaneously manage the two sides of their balance sheet and its implications for bank … risk taking and real economic activity. First, we analyze how changes in funding affect the supply of bank loans. We then …

Persistent link: https://www.econbiz.de/10010488964

Stressed but not helpless : strategic behavior of banks under adverse market conditions

Halaj, Grzegorz; Priazhkina, Sofia - 2021 - Last updated: July 19, 2021

We model bank management actions in severe stress test conditions using a game-theoretical framework. Banks update …

Persistent link: https://www.econbiz.de/10012591729

Cross-border bank flows and monetary policy : implications for Canada

Correa, Ricardo; Paligorova, Teodora; Sapriza, Horacio; … - 2017

Using the Bank for International Settlements (BIS) Locational Banking Statistics data on bilateral bank claims from … 1995 to 2014, we analyze the impact of monetary policy on cross-border bank flows. We find that monetary policy in a source … country is an important determinant of cross-border bank flows. In addition, we find evidence in favor of a cross …

Persistent link: https://www.econbiz.de/10011777908

Monetary policy transmission through shadow and traditional banks

Enkhbold, Amina - 2024 - Last updated: March 21, 2024

I investigate how monetary policy transmits to mortgage rates via the mortgage market concentration channel for both traditional and shadow banks in the United States from 2009 to 2019. On average, shadow and traditional banks exhibit only a slight disparity in transmitting monetary shocks to...

Persistent link: https://www.econbiz.de/10014512429

Monetary policy transmission, bank market power, and wholesale funding reliance

Enkhbold, Amina - 2023 - Last updated: June 12, 2023

I study the impact of banking market concentration and wholesale funding reliance on the transmission of monetary policy shocks to mortgage rates. I empirically demonstrate that in the United States, banks with higher reliance on wholesale funding in concentrated (competitive) deposit markets...

Persistent link: https://www.econbiz.de/10014293351

Regulatory requirements of banks and arbitrage in the post-crisis federal funds market

Garratt, Rod; Priazhkina, Sofia - 2022 - Last updated: November 28, 2022

This paper explains the nature of interest rates in the U.S. federal funds market after the 2007-09 financial crisis. We build a model of the over-the-counter lending market that incorporates new aspects of the financial system: abundance of liquidity, different regulatory standards for banks,...

Persistent link: https://www.econbiz.de/10013466133

La place des banques dans le financement de l'économie tunisienne

Chaari, Inès; Couppey-Soubeyran, Jézabel - In: Revue d'économie financière : revue trimestrielle de … 93 (2008), pp. 297-317

Persistent link: https://www.econbiz.de/10003784355

Measuring systemic importance of financial institutions : an extreme value theory approach

Gravelle, Toni; Li, Fuchun - 2011

evidence reveals that (i) the top three banks, RBC Financial Group, TD Bank Financial Group, and Scotiabank are more …

Persistent link: https://www.econbiz.de/10009307595

Price competition and concentration in search and negotiation markets : evidence from mortgage lending

Allen, Jason; Clark, Robert; Houde, Jean-François - 2012

This paper examines the impact of bank consolidation on mortgage rates in order to evaluate the extent to which …

Persistent link: https://www.econbiz.de/10009487798

Cheap but flighty : how global imbalances create financial fragility

Ahnert, Toni; Perotti, Enrico C. - 2015

We analyze how a wealth shift to emerging countries may lead to instability in developed countries. Investors exposed to expropriation risk are willing to pay a safety premium to invest in countries with good property rights. Domestic intermediaries compete for such cheap funding by carving out...

Persistent link: https://www.econbiz.de/10011304762